On the Stochastic Maximum Principle

DOI10.1137/0316015zbMath0373.93053OpenAlexW2013893943MaRDI QIDQ4152456

Ulrich G. Haussmann

Publication date: 1978

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0316015

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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